Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 554377.7989 | 450446.5505 | 103931.2484 | 539373.5344 | 1859281.9956 | -1319908.4612 |
Total P&L (%) | 554.3778 | 450.4466 | 103.9312 | 539.3735 | 1859.282 | -1319.9085 |
Avg Daily Profit (%) | 0.2983 | 0.2424 | 0.0559 | 0.0999 | 0.1602 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153747 | -99763 | -100292 | -2318346 | -1368445 | -1871521 |
Profit Factor | 1.5004 | 1.8033 | 1.19 | 1.0548 | 1.4101 | 0.7515 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 85 | 39 | 46 | 85 | 39 | 46 |
Losing Trades | 119 | 63 | 56 | 119 | 63 | 56 |
Profitability (%) | 41.6667 | 38.2353 | 45.098 | 41.6667 | 38.2353 | 45.098 |
Ratio Avg Win / Avg Loss | 2.1006 | 2.9131 | 1.4486 | 1.4767 | 2.2778 | 0.9149 |
Largest Winning Trade | 159668 | 159668 | 65741 | 1077390 | 1077390 | 362922 |
Largest Losing Trade | -29307 | -29307 | -28059 | -466723 | -395446 | -466723 |
Avg Bars in Trades | 35 | 36 | 34 | 35 | 36 | 34 |
Avg Bars in Winners | 53 | 58 | 49 | 53 | 58 | 49 |
Avg Bars in Losers | 22 | 23 | 22 | 22 | 23 | 22 |
Bars Traded | 7297 | 3738 | 3559 | 7297 | 3738 | 3559 |
Profit Streak | 0 | 0 | 80.6807 | 0 | 0 | 80.6807 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328502 | 235679 | -131032 | -221640 | 169490 | -582003 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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